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Title: Robust methods for inferring sparse network structures
Authors: Vinciotti, V
Hashem, H
Keywords: Penalized inference;Covariance graphical models;Robust regression;Regularized regression;Copula
Issue Date: 2013
Publisher: Elsevier
Citation: Computational Statistics & Data Analysis, 67, 84 - 94, 2013
Abstract: Networks appear in many fields, from finance to medicine, engineering, biology and social science. They often comprise of a very large number of entities, the nodes, and the interest lies in inferring the interactions between these entities, the edges, from relatively limited data. If the underlying network of interactions is sparse, two main statistical approaches are used to retrieve such a structure: covariance modeling approaches with a penalty constraint that encourages sparsity of the network, and nodewise regression approaches with sparse regression methods applied at each node. In the presence of outliers or departures from normality, robust approaches have been developed which relax the assumption of normality. Robust covariance modeling approaches are reviewed and compared with novel nodewise approaches where robust methods are used at each node. For low-dimensional problems, classical deviance tests are also included and compared with penalized likelihood approaches. Overall, copula approaches are found to perform best: they are comparable to the other methods under an assumption of normality or mild departures from this, but they are superior to the other methods when the assumption of normality is strongly violated.
Description: This is the post-print version of the final paper published in Computational Statistics & Data Analysis. The published article is available from the link below. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. Copyright @ 2013 Elsevier B.V.
ISSN: 0167-9473
Appears in Collections:Dept of Mathematics Research Papers
Mathematical Sciences

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